In this work, the morphology, microstructure, and phase composition of Al_0.25CoCrFeNiSi_0.6 high-entropy alloy coating (HEAC) deposited on stainless steel by detonation spraying (DS) are investigated. The Al_0.25CoCrFeNiSi_0.6 HEA ingot was first prepared by induction melting and then crushed and ground to ≤ 100 µm using a planetary ball milling apparatus. Detonation spraying was carried out on a computerized gas–thermal detonation spraying complex CCDS2000. The fabricated coating exhibited a lamellar microstructure with sizes of 5–30 µm and porosity in the range of 0.5–1.2%. Despite the rather large thickness of the coating (1500–1600 μm), its chemical composition remains almost identical across the thickness and corresponds to the stoichiometric ratio. There is no trace of elemental diffusion between the coating and the substrate. In the phase composition, in addition to bcc and fcc solid solutions, Cr₃Si intermetallic compound was found. An average microhardness value of 550 ± 25 HV_0.3 was obtained over the entire thickness of the coating. The wear rate of the coating was (1.6 ± 0.3) × 10^–5 (mm³ N^–1 m^–1), and the adhesive wear with low level of tribo-oxidation was found to be the main wear mechanism for the coating. The results indicate that DS is superior alternative to other thermal spraying techniques in terms of porosity, interface bonding, and stability of the chemical composition throughout the thickness of the coating.